+3,354.3%
COR vs TECK
+1,914.1%
+1,440.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.2% |
| 7D | +2.9% | +2.1% | +0.7% | +2.6% |
| 30D | +5.8% | -8.9% | +14.7% | +6.6% |
| 3M | +11.4% | -7.1% | +18.5% | +12.0% |
| 6M | +34.5% | -7.0% | +41.5% | +34.6% |
| YTD | +4.1% | +28.3% | -24.3% | +0.6% |
| 1Y | -3.1% | +40.6% | -43.7% | -7.2% |
| 3Y | +80.9% | +78.2% | +2.7% | +66.2% |
| 5Y | +195.1% | +129.5% | +65.6% | +158.9% |
| 10Y | +492.7% | +205.6% | +287.1% | +374.3% |
| All | +3,354.3% | +1,914.1% | +1,440.1% | +2,132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling